CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 06-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0422 |
1.0470 |
0.0048 |
0.5% |
1.0431 |
| High |
1.0440 |
1.0485 |
0.0045 |
0.4% |
1.0440 |
| Low |
1.0422 |
1.0470 |
0.0048 |
0.5% |
1.0340 |
| Close |
1.0461 |
1.0439 |
-0.0022 |
-0.2% |
1.0461 |
| Range |
0.0018 |
0.0015 |
-0.0003 |
-16.7% |
0.0100 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
10 |
6 |
-4 |
-40.0% |
21 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0510 |
1.0489 |
1.0447 |
|
| R3 |
1.0495 |
1.0474 |
1.0443 |
|
| R2 |
1.0480 |
1.0480 |
1.0442 |
|
| R1 |
1.0459 |
1.0459 |
1.0440 |
1.0462 |
| PP |
1.0465 |
1.0465 |
1.0465 |
1.0466 |
| S1 |
1.0444 |
1.0444 |
1.0438 |
1.0447 |
| S2 |
1.0450 |
1.0450 |
1.0436 |
|
| S3 |
1.0435 |
1.0429 |
1.0435 |
|
| S4 |
1.0420 |
1.0414 |
1.0431 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0714 |
1.0687 |
1.0516 |
|
| R3 |
1.0614 |
1.0587 |
1.0489 |
|
| R2 |
1.0514 |
1.0514 |
1.0479 |
|
| R1 |
1.0487 |
1.0487 |
1.0470 |
1.0501 |
| PP |
1.0414 |
1.0414 |
1.0414 |
1.0420 |
| S1 |
1.0387 |
1.0387 |
1.0452 |
1.0401 |
| S2 |
1.0314 |
1.0314 |
1.0443 |
|
| S3 |
1.0214 |
1.0287 |
1.0434 |
|
| S4 |
1.0114 |
1.0187 |
1.0406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0485 |
1.0340 |
0.0145 |
1.4% |
0.0017 |
0.2% |
68% |
True |
False |
5 |
| 10 |
1.0485 |
1.0200 |
0.0285 |
2.7% |
0.0009 |
0.1% |
84% |
True |
False |
6 |
| 20 |
1.0515 |
1.0200 |
0.0315 |
3.0% |
0.0004 |
0.0% |
76% |
False |
False |
9 |
| 40 |
1.0651 |
1.0145 |
0.0506 |
4.8% |
0.0004 |
0.0% |
58% |
False |
False |
6 |
| 60 |
1.0651 |
0.9483 |
0.1168 |
11.2% |
0.0004 |
0.0% |
82% |
False |
False |
5 |
| 80 |
1.0651 |
0.9483 |
0.1168 |
11.2% |
0.0003 |
0.0% |
82% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0549 |
|
2.618 |
1.0524 |
|
1.618 |
1.0509 |
|
1.000 |
1.0500 |
|
0.618 |
1.0494 |
|
HIGH |
1.0485 |
|
0.618 |
1.0479 |
|
0.500 |
1.0478 |
|
0.382 |
1.0476 |
|
LOW |
1.0470 |
|
0.618 |
1.0461 |
|
1.000 |
1.0455 |
|
1.618 |
1.0446 |
|
2.618 |
1.0431 |
|
4.250 |
1.0406 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0478 |
1.0430 |
| PP |
1.0465 |
1.0421 |
| S1 |
1.0452 |
1.0413 |
|